-79.6%
SNAP vs ALM
+1,552.0%
-1,631.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.2% | +6.2% | -0.6% |
| 7D | -10.6% | -6.3% | -4.2% | -10.2% |
| 30D | -19.7% | -31.4% | +11.7% | -18.3% |
| 3M | -6.5% | -40.6% | +34.0% | -4.5% |
| 6M | -17.8% | -58.6% | +40.9% | -14.9% |
| YTD | -38.0% | -7.6% | -30.4% | -38.3% |
| 1Y | -42.5% | +13.8% | -56.3% | -43.3% |
| 3Y | -55.8% | +842.1% | -898.0% | -60.8% |
| 5Y | -90.5% | +407.4% | -497.9% | -91.6% |
| All | -79.6% | +1,552.0% | -1,631.5% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling